+29.7%
PM vs TT
-2.5%
+32.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | +0.8% | -7.4% | -6.6% |
| 30D | -3.4% | -11.8% | +8.3% | -3.5% |
| 3M | +5.3% | -11.6% | +16.9% | +5.4% |
| 6M | +15.5% | -9.3% | +24.8% | +15.1% |
| YTD | +24.3% | +8.9% | +15.4% | +21.3% |
| 1Y | +29.7% | -2.2% | +31.9% | +29.4% |
| All | +29.7% | -2.5% | +32.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling